+107.2%
AS vs BRO
-12.1%
+119.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.8% | -2.9% |
| 7D | -2.8% | -7.6% | +4.9% | -1.8% |
| 30D | -23.2% | -6.9% | -16.4% | -22.5% |
| 3M | -20.1% | +12.8% | -32.9% | -21.1% |
| 6M | -18.5% | -5.9% | -12.7% | -17.8% |
| YTD | -25.6% | -15.9% | -9.8% | -23.4% |
| 1Y | -24.4% | -28.1% | +3.8% | -19.0% |
| All | +107.2% | -12.1% | +119.4% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling